Hans-Peter Bermin (Former)

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2003
Mark Welfare effects of controlling labor supply: an application of the stochastic Ramsey model
Amilon, Henrik ^LU and Bermin, Hans-Peter ^LU (2003) In Journal of Economic Dynamics and Control 28(2). p.331-348
- Contribution to journal › Article
Mark Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter ^LU and Kohatsu-Higa, Arturo (2003) 3. p.113-134
- Chapter in Book/Report/Conference proceeding › Book chapter
2002
Mark A general approach to hedging options: Applications to barrier and partial barrier options
Bermin, Hans-Peter ^LU (2002) In Mathematical Finance 12(3). p.199-218
- Contribution to journal › Article
2000
Mark Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter ^LU (2000) In Applied Mathematical Finance 7(2). p.75-100
- Contribution to journal › Article
1999
Mark Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’
Bermin, Hans-Peter ^LU (1999) In Review of Finance 3(3). p.343-345
- Contribution to journal › Debate/Note/Editorial
1998
Mark Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
Bermin, Hans-Peter ^LU (1998) In Lund Economic Studies 76.
- Thesis › Doctoral thesis (compilation)

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